+160.4%
MS vs RVMD
+793.5%
-633.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.8% | -1.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -3.8% | -4.3% | +0.5% | -3.3% |
| 3M | -14.6% | -2.8% | -11.8% | -14.5% |
| 6M | -5.1% | +27.3% | -32.3% | -8.7% |
| YTD | +4.5% | +141.4% | -136.9% | -11.6% |
| 1Y | +13.5% | +213.3% | -199.7% | -9.7% |
| 3Y | +160.4% | +792.7% | -632.3% | +50.9% |
| All | +160.4% | +793.5% | -633.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling